+42.2%
SGI vs DOV
+29.5%
+12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -1.8% |
| 7D | -10.7% | +3.4% | -14.1% | -13.1% |
| 30D | -3.6% | +8.8% | -12.4% | -10.4% |
| 3M | -5.4% | +0.9% | -6.3% | -6.6% |
| 6M | -7.0% | -2.8% | -4.2% | -5.7% |
| YTD | -31.6% | +8.1% | -39.7% | -36.5% |
| 1Y | -33.5% | +15.2% | -48.8% | -41.5% |
| 3Y | +66.5% | +64.5% | +1.9% | +1.9% |
| 5Y | +42.2% | +28.9% | +13.3% | +4.2% |
| All | +42.2% | +29.5% | +12.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling